PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
^XCI vs. VGT
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^XCI and VGT is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

^XCI vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARCA Computer Technology Index (^XCI) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

1,200.00%1,300.00%1,400.00%1,500.00%1,600.00%AugustSeptemberOctoberNovemberDecember2025
1,532.30%
1,403.92%
^XCI
VGT

Key characteristics

Sharpe Ratio

^XCI:

1.85

VGT:

1.39

Sortino Ratio

^XCI:

2.43

VGT:

1.87

Omega Ratio

^XCI:

1.32

VGT:

1.25

Calmar Ratio

^XCI:

2.51

VGT:

1.97

Martin Ratio

^XCI:

8.43

VGT:

7.05

Ulcer Index

^XCI:

4.92%

VGT:

4.26%

Daily Std Dev

^XCI:

22.44%

VGT:

21.58%

Max Drawdown

^XCI:

-77.19%

VGT:

-54.63%

Current Drawdown

^XCI:

-4.64%

VGT:

-5.21%

Returns By Period

In the year-to-date period, ^XCI achieves a -1.09% return, which is significantly higher than VGT's -1.34% return. Over the past 10 years, ^XCI has outperformed VGT with an annualized return of 22.72%, while VGT has yielded a comparatively lower 20.94% annualized return.


^XCI

YTD

-1.09%

1M

-2.55%

6M

1.67%

1Y

38.85%

5Y*

25.32%

10Y*

22.72%

VGT

YTD

-1.34%

1M

-3.65%

6M

2.40%

1Y

28.18%

5Y*

20.15%

10Y*

20.94%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^XCI vs. VGT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^XCI
The Risk-Adjusted Performance Rank of ^XCI is 8787
Overall Rank
The Sharpe Ratio Rank of ^XCI is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XCI is 9090
Sortino Ratio Rank
The Omega Ratio Rank of ^XCI is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ^XCI is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ^XCI is 8282
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 6666
Overall Rank
The Sharpe Ratio Rank of VGT is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^XCI vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARCA Computer Technology Index (^XCI) and Vanguard Information Technology ETF (VGT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ^XCI, currently valued at 1.85, compared to the broader market-0.500.000.501.001.502.002.501.851.39
The chart of Sortino ratio for ^XCI, currently valued at 2.43, compared to the broader market-1.000.001.002.003.002.431.87
The chart of Omega ratio for ^XCI, currently valued at 1.32, compared to the broader market0.901.001.101.201.301.401.321.25
The chart of Calmar ratio for ^XCI, currently valued at 2.51, compared to the broader market0.001.002.003.002.511.97
The chart of Martin ratio for ^XCI, currently valued at 8.43, compared to the broader market0.005.0010.0015.008.437.05
^XCI
VGT

The current ^XCI Sharpe Ratio is 1.85, which is higher than the VGT Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of ^XCI and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.85
1.39
^XCI
VGT

Drawdowns

^XCI vs. VGT - Drawdown Comparison

The maximum ^XCI drawdown since its inception was -77.19%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ^XCI and VGT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.64%
-5.21%
^XCI
VGT

Volatility

^XCI vs. VGT - Volatility Comparison

ARCA Computer Technology Index (^XCI) and Vanguard Information Technology ETF (VGT) have volatilities of 6.44% and 6.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.44%
6.65%
^XCI
VGT
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab